$\tau$

${\rho }_S$

${\lambda }_U$

${\lambda }_L$

原始数据

0.5996

0.7644

Gaussian Copula

0.5859

0.7816

0

0

t-Copula

0.6318

0.8250

0.3952

0.3952

Gumble Copula

0.6795

0.8595

0.7076

0

Glayton Copula

0.6311

0.8157

0

0.6944

Frank Copula

0.6992

0.8866

0

0